Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.627 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49707.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.272 %¶

This Week¶

Return: -2.048 %¶

Total portfolio value¶

Return including deposits: 62.744 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.780000 917.880000 5.880000 0.640000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.120000 987.600000 -5.400000 -0.540000 993.000000
OX2 12 -0.730000 900.000000 -9.000000 -0.990000 909.000000
JM 7 -0.070000 939.400000 -10.600000 -1.120000 950.000002
Atrium Ljungberg B 5 -0.170000 892.500000 -11.500000 -1.270000 904.000000
Biotage 1 -3.800000 136.600000 -12.400000 -8.320000 149.000000
Gränges 10 0.590000 1024.000000 -15.000000 -1.440000 1039.000000
Vitrolife 3 0.640000 661.200000 -15.800000 -2.330000 677.000001
AcadeMedia 20 -0.950000 960.800000 -17.200000 -1.760000 978.000000
Bufab 3 -0.110000 1058.400000 -17.600000 -1.640000 1076.000001
Latour B 4 -1.270000 837.200000 -18.800000 -2.200000 856.000000
Vitec Software Group B 2 -1.810000 1085.000000 -19.000000 -1.720000 1104.000000
BioGaia B 8 0.550000 884.800000 -19.200000 -2.120000 904.000000
SKF B 5 1.160000 959.500000 -20.500000 -2.090000 980.000000
Investor B 3 -0.160000 636.600000 -21.400000 -3.250000 657.999999
Sandvik 4 0.680000 824.000000 -24.000000 -2.830000 848.000000
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Sagax B 4 -1.380000 856.000000 -29.000000 -3.280000 885.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Sagax A 4 -1.830000 856.000000 -30.000000 -3.390000 886.000000
Byggmax Group 33 0.000000 935.880000 -31.120000 -3.220000 966.999990
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Hexatronic Group 15 -0.890000 1035.300000 -35.700000 -3.330000 1071.000000
Alimak Group 12 -0.620000 966.000000 -41.000000 -4.070000 1007.000004
EQT 4 -2.680000 826.400000 -46.600000 -5.340000 873.000000
Orrön Energy 170 -2.730000 1998.350000 -47.650000 -2.330000 2045.999980
HEXPOL B 8 -3.480000 908.800000 -48.200000 -5.040000 957.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -1.220000 747.200000 -58.800000 -7.300000 806.000000
Hexagon B 26 -0.770000 3357.900000 -62.100000 -1.820000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 1.450000 2602.140000 -381.440000 -12.780000 2983.577733
TOTAL 43663.840000 -1211.740000 -6.41626% 44875.578016

Updated:¶

'2023-06-21 10:31:21.260935'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶